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                                <h1 id="&#x51FD;&#x6570;&#x3001;&#x5E38;&#x91CF;&#x8BF4;&#x660E;">&#x51FD;&#x6570;&#x3001;&#x5E38;&#x91CF;&#x8BF4;&#x660E;</h1>
<p>&#x9664;<code>get_data</code>&#x5916;&#xFF0C;&#x672C;&#x9879;&#x76EE;&#x5185;&#x7F6E;&#x5927;&#x91CF;&#x5E38;&#x91CF;&#x548C;&#x51FD;&#x6570;&#xFF0C;&#x65B9;&#x4FBF;&#x6295;&#x7814;&#x8FC7;&#x7A0B;&#x4E2D;&#x8C03;&#x7528;&#xFF0C;&#x73B0;&#x8FDB;&#x884C;&#x8BF4;&#x660E;</p>
<h2 id="&#x51FD;&#x6570;">&#x51FD;&#x6570;</h2>
<h3 id="&#x65E5;&#x671F;&#x7C7B;&#x51FD;&#x6570;">&#x65E5;&#x671F;&#x7C7B;&#x51FD;&#x6570;</h3>
<h4 id="-isdate">- <code>isdate</code></h4>
<p>&#x5224;&#x65AD;&#x5B57;&#x7B26;&#x4E32;&#x662F;&#x5426;&#x4E3A;&#x65E5;&#x671F;&#x7684;&#x683C;&#x5F0F;&#xFF0C;&#x5185;&#x7F6E;&#x9650;&#x91CF;&#x7684;&#x6A21;&#x677F;&#x3002;&#x53EF;&#x901A;&#x8FC7;&#x5173;&#x952E;&#x5B57;<code>pattern</code>&#x8FDB;&#x884C;&#x6DFB;&#x52A0;&#x3002;</p>
<pre><code class="lang-python">isdate(<span class="hljs-string">&apos;2013/01/01&apos;</span>) <span class="hljs-comment"># return True</span>
</code></pre>
<h4 id="-formatdate">- <code>format_date</code></h4>
<p>&#x5C06;<code>str</code>&#x6216;<code>int</code>&#x683C;&#x5F0F;&#x7684;&#x65E5;&#x671F;&#x8F6C;&#x4E3A;<code>datetime</code>&#x683C;&#x5F0F;</p>
<pre><code class="lang-python"><span class="hljs-keyword">from</span> Utils <span class="hljs-keyword">import</span> *
format_date(<span class="hljs-string">&apos;20210101&apos;</span>)  <span class="hljs-comment"># return Timestamp(&apos;2021-01-01 00:00:00&apos;)</span>
</code></pre>
<h4 id="-gettradedate">- <code>get_tradeDate</code></h4>
<p>&#x83B7;&#x53D6;&#x4EA4;&#x6613;&#x65E5;&#x4FE1;&#x606F;&#xFF0C;&#x6839;&#x636E;&#x4F20;&#x5165;&#x4E0D;&#x540C;&#x7684;n&#xFF0C;&#x83B7;&#x53D6;&#x4E0D;&#x540C;&#x7684;&#x4EA4;&#x6613;&#x65E5;&#x4FE1;&#x606F;&#xFF0C;n&#x4E3A;&#x8D1F;&#x6570;&#x8868;&#x793A;&#x5411;&#x524D;n&#x5929;&#x7684;&#x4EA4;&#x6613;&#x65E5;</p>
<blockquote>
<p><em>def</em> get_tradeDate(InputDate, lag=0):
*    <em>Returns the date related to date based on the setting of n
\</em>    <em>if n = 0, will return the future the nearest trade date, if date is trade date, will return itself
\</em>    <em>if n = -1, will return the backward the nearest trade date, if date is trade date, will return itself
\</em>    <em>else will returns information from the delay n days (calendar, tradeDate_fore and tradeDate_back&#xFF09;
\</em>    <strong>:param</strong>  <em>InputDate:
\</em>    <strong>:param</strong> <em>lag: default 0
\</em>    <strong>:return</strong> *:</p>
</blockquote>
<h4 id="-gettradedates">- <code>get_tradeDates</code></h4>
<p>&#x83B7;&#x53D6;&#x4E00;&#x6BB5;&#x65F6;&#x95F4;&#x5185;&#x7684;&#x4EA4;&#x6613;&#x65E5;&#x5217;&#x8868;&#xFF0C;&#x4E5F;&#x53EF;&#x4EE5;&#x5DF2;begin&#x5411;&#x540E;&#x83B7;&#x53D6;&#x591A;&#x5C11;&#x4E2A;&#x4EA4;&#x6613;&#x65E5;&#x5217;&#x8868;</p>
<blockquote>
<p><em>def</em> get_tradeDates(begin, end=<em>None</em>, n: <em>int</em> = <em>None</em>):</p>
<p>*    <em>&#x83B7;&#x53D6;&#x6307;&#x5B9A;&#x65F6;&#x95F4;&#x6BB5;&#x5185;&#x7684;&#x4EA4;&#x6613;&#x65E5;&#x5217;&#x8868;
\</em>    <strong>:param</strong> <em>begin:
\</em>    <strong>:param</strong> <em>end:
\</em>    <strong>:param</strong> <em>n:
\</em>    <strong>:return*</strong>:</p>
</blockquote>
<h3 id="&#x683C;&#x5F0F;&#x5316;&#x7C7B;&#x51FD;&#x6570;">&#x683C;&#x5F0F;&#x5316;&#x7C7B;&#x51FD;&#x6570;</h3>
<h4 id="-formatdate">- <code>format_date</code></h4>
<p>&#x89C1; <a href="####format_date"><code>format_date</code></a></p>
<h4 id="-formatstockcode">- <code>format_stockCode</code></h4>
<p>&#x517C;&#x5BB9;&#x5404;&#x79CD;&#x80A1;&#x7968;&#x4EE3;&#x7801;&#x683C;&#x5F0F;&#xFF0C;&#x6807;&#x51C6;&#x5316;&#x4E3A;<code>wind</code>&#x683C;&#x5F0F;&#xFF0C;&#x5373;<code>000001.SZ</code>&#x5F62;&#x5F0F;</p>
<pre><code class="lang-python"><span class="hljs-keyword">from</span> Utils <span class="hljs-keyword">import</span> *
format_stockCode(<span class="hljs-string">&apos;000001&apos;</span>)  <span class="hljs-comment"># return &apos;000001.sz&apos;</span>
format_stockCode(<span class="hljs-string">&apos;000001.XSHE&apos;</span>)  <span class="hljs-comment"># return &apos;000001.sz&apos;</span>
</code></pre>
<h4 id="-formatfutures">- <code>format_futures</code></h4>
<p>&#x517C;&#x5BB9;&#x5404;&#x79CD;&#x671F;&#x8D27;&#x4EE3;&#x7801;&#xFF0C;&#x7B80;&#x5316;&#x4E3A;&#x7B80;&#x79F0;&#xFF0C;&#x5373;<code>IC</code>&#x683C;&#x5F0F;</p>
<pre><code class="lang-python"><span class="hljs-keyword">from</span> Utils <span class="hljs-keyword">import</span> *
format_futures(<span class="hljs-string">&apos;CFFEX.IC&apos;</span>)  <span class="hljs-comment"># return &apos;IC&apos;</span>
</code></pre>
<h3 id="&#x6587;&#x4EF6;&#x5B58;&#x50A8;&#x7C7B;">&#x6587;&#x4EF6;&#x5B58;&#x50A8;&#x7C7B;</h3>
<h4 id="-readpkl">- <code>readPkl</code></h4>
<p>&#x8BFB;&#x53D6;<code>PKL</code>&#x6587;&#x4EF6;</p>
<h4 id="-savepkl">- <code>savePkl</code></h4>
<p>&#x50A8;&#x5B58;<code>PKL</code>&#x6587;&#x4EF6;</p>
<h4 id="-savedatah5">- <code>save_data_h5</code></h4>
<p>&#x5C06;&#x6570;&#x636E;&#x5B58;&#x50A8;&#x4E3A;<code>.h5</code>&#x6587;&#x4EF6;&#xFF0C;&#x4EC5;&#x652F;&#x6301;&#x4F20;&#x5165;<code>DataFrame</code></p>
<pre><code class="lang-python">save_data_h5(toSaveData, name, subPath=<span class="hljs-string">&apos;dataFile&apos;</span>, reWrite=<span class="hljs-keyword">False</span>)
<span class="hljs-string">&quot;&quot;&quot;
Store the pd.Data Frame data as a file in .h5 format
:param toSaveData:
:param name: file name will to store
:param subPath: The path to store the file will be &apos;cwd/subPath/name.h5&apos;, default &apos;dataFile&apos;
:param reWrite: if Ture, will rewrite file, default False
:return:
&quot;&quot;&quot;</span>
</code></pre>
<h3 id="&#x56DE;&#x6D4B;&#x76F8;&#x5173;&#x51FD;&#x6570;">&#x56DE;&#x6D4B;&#x76F8;&#x5173;&#x51FD;&#x6570;</h3>
<h4 id="-data2score">- <code>data2score</code></h4>
<p>&#x5C06;&#x5BBD;&#x8868;&#x683C;&#x5F0F;&#x7684;&#x6570;&#x636E;&#xFF0C;&#x6839;&#x636E;<code>rank</code>&#x8F6C;&#x5316;&#x4E3A;&#x5206;&#x6570;</p>
<pre><code class="lang-python">data2score(data, neg=<span class="hljs-keyword">False</span>, ascending=<span class="hljs-keyword">True</span>, axis=<span class="hljs-number">1</span>)
<span class="hljs-string">&quot;&quot;&quot;
use rank as score
:param data:
:param neg: if Ture, score span [-1, 1], default FALSE
:param ascending:
:param axis:
:return:
&quot;&quot;&quot;</span>
</code></pre>
<h4 id="-reindex">- <code>reindex</code></h4>
<blockquote>
<p>reindex(data, tradeDate=<em>True</em>, **kwargs)</p>
<p>data: &#x5BBD;&#x8868;&#x683C;&#x5F0F;&#x7684;&#x6570;&#x636E;&#xFF0C;index&#x4E3A;&#x65E5;&#x671F;&#xFF0C;column&#x4E3A;ticker</p>
<p>tradeDate: &#x4E3A;True&#x65F6;, &#x8F93;&#x51FA;&#x7684;index&#x5168;&#x4E3A;&#x4EA4;&#x6613;&#x65E5;, &#x4E3A;FALSE&#x5219;&#x4E3A;&#x5168;&#x90E8;&#x65E5;&#x671F;</p>
<p>**kwargs: &#x53EF;&#x4F20;&#x5165;begin&#x548C;end&#xFF0C;&#x4EE5;&#x8BBE;&#x7F6E;&#x8F93;&#x51FA;&#x7684;index</p>
</blockquote>
<p>&#x5C06;&#x5BBD;&#x8868;&#x6570;&#x636E;&#x8F6C;&#x5316;&#x4E3A;&#x7EDF;&#x4E00;&#x683C;&#x5F0F;&#xFF0C;&#x5373;<code>index</code>&#x4E3A;<code>datetime</code>&#xFF0C;<code>column</code>&#x4E3A;<code>wind</code>&#x683C;&#x5F0F;&#x7684;&#x80A1;&#x7968;&#x4EE3;&#x7801;</p>
<p>&#x9700;&#x8981;&#x6CE8;&#x610F;&#x7684;&#x662F;&#xFF0C;&#x65E0;&#x8BBA;&#x4F20;&#x5165;&#x7684;<code>column</code>&#x6709;&#x591A;&#x5C11;&#xFF0C;&#x7EDF;&#x4E00;&#x4F7F;&#x7528;<code>stockList</code>&#x8FDB;&#x884C;<code>reindex</code>&#xFF0C;&#x5373;&#x53D8;&#x4E3A;5219&#x5217;</p>
<p>&#x800C;<code>index</code>&#x662F;&#x6839;&#x636E;&#xFF0C;&#x4F20;&#x5165;&#x6570;&#x636E;&#x7684;&#x8303;&#x56F4;&#xFF0C;&#x8FDB;&#x884C;&#x586B;&#x8865;&#x3002;&#x5982;&#x679C;&#x6709;&#x7F3A;&#x5931;&#xFF0C;&#x5219;&#x8865;&#x5168;&#x4E3A;<code>np.NAN</code></p>
<h4 id="-infolag">- <code>info_lag</code></h4>
<p>&#x5C06;&#x5BBD;&#x8868;&#x6570;&#x636E;&#x8FDB;&#x884C;&#x6EDE;&#x540E;&#xFF0C;&#x4E0E;&#x4F20;&#x7EDF;<code>shift</code>&#x4E0D;&#x540C;&#xFF0C;&#x76F4;&#x63A5;&#x5BF9;<code>index</code>&#x8FDB;&#x884C;&#x64CD;&#x4F5C;&#xFF0C;&#x4E0D;&#x4F1A;&#x635F;&#x5931;&#x6570;&#x636E;</p>
<pre><code class="lang-python">info_lag(data, n_lag)
<span class="hljs-string">&quot;&quot;&quot;
Delay the time corresponding to the data by n trading days
:param data:
:param n_lag:
:return:
&quot;&quot;&quot;</span>
</code></pre>
<h2 id="&#x5E38;&#x91CF;">&#x5E38;&#x91CF;</h2>
<h3 id="tableinfo"><code>tableInfo</code></h3>
<p>&#x50A8;&#x5B58;&#x6570;&#x636E;&#x8868;&#x4FE1;&#x606F;&#xFF0C;&#x683C;&#x5F0F;&#x4E3A;<code>dict</code></p>
<pre><code class="lang-python"><span class="hljs-keyword">from</span> Utils <span class="hljs-keyword">import</span> tableInfo
tableInfo.keys()  <span class="hljs-comment"># &#x67E5;&#x770B;&#x76EE;&#x524D;&#x80FD;&#x8C03;&#x7528;&#x6570;&#x636E;&#x8868;</span>

tableInfo[<span class="hljs-string">&apos;bench_price&apos;</span>]  <span class="hljs-comment"># &#x67E5;&#x770B;bench_price&#x7684;&#x5177;&#x4F53;&#x4FE1;&#x606F;</span>
</code></pre>
<h3 id="stockinfo"><code>stock_info</code></h3>
<p>&#x6CAA;&#x6DF1;&#x80A1;&#x7968;&#x57FA;&#x672C;&#x4FE1;&#x606F;&#xFF0C;<code>DataFrame</code>&#x683C;&#x5F0F;</p>
<pre><code class="lang-python"><span class="hljs-keyword">from</span> Utils <span class="hljs-keyword">import</span> stock_info
stock_info.head()
</code></pre>
<h3 id="stocklist"><code>stockList</code></h3>
<p><code>wind</code>&#x683C;&#x5F0F;&#x80A1;&#x7968;&#x4EE3;&#x7801;&#xFF0C;&#x7531;<code>stock_info</code>&#x6807;&#x51C6;&#x5316;&#x540E;&#x5F97;&#x5230;&#xFF0C;&#x5171;5219&#x4E2A;</p>
<pre><code class="lang-python"><span class="hljs-keyword">from</span> Utils <span class="hljs-keyword">import</span> stockList
stockList
</code></pre>
<h3 id="stocknumlist"><code>stockNumList</code></h3>
<p>&#x7EAF;&#x6570;&#x5B57;&#x683C;&#x5F0F;&#x80A1;&#x7968;&#x4EE3;&#x7801;&#xFF0C;&#x7531;<code>stock_info</code>&#x6807;&#x51C6;&#x5316;&#x540E;&#x5F97;&#x5230;&#xFF0C;&#x5171;5219&#x4E2A;</p>
<h3 id="benchinfo"><code>bench_info</code></h3>
<p>&#x6307;&#x6570;&#x57FA;&#x672C;&#x4FE1;&#x606F;&#xFF0C;<code>DataFrame</code>&#x683C;&#x5F0F;</p>
<pre><code class="lang-python"><span class="hljs-keyword">from</span> Utils <span class="hljs-keyword">import</span> bench_info
bench_info.head()
</code></pre>
<h3 id="tradedateinfo"><code>tradeDate_info</code></h3>
<p>&#x4EA4;&#x6613;&#x65E5;&#x4FE1;&#x606F;&#xFF0C;<code>DataFrame</code>&#x683C;&#x5F0F;</p>
<pre><code class="lang-python"><span class="hljs-keyword">from</span> Utils <span class="hljs-keyword">import</span> tradeDate_info
tradeDate_info.head()
</code></pre>
<h3 id="tradedatelist"><code>tradeDateList</code></h3>
<p>&#x4EA4;&#x6613;&#x65E5;&#x5217;&#x8868;&#xFF0C;&#x8986;&#x76D6;2015-2023&#xFF0C;&#x683C;&#x5F0F;&#x4E3A;&#x6807;&#x51C6;&#x5316;&#x540E;&#x7684;<code>Timestamp</code>&#xFF0C;&#x4E5F;&#x5373;<code>datetime</code></p>
<pre><code class="lang-python"><span class="hljs-keyword">from</span> Utils <span class="hljs-keyword">import</span> tradeDateList
tradeDateList
</code></pre>
<h3 id="futureslist"><code>futures_list</code></h3>
<p>&#x6536;&#x5F55;&#x7684;&#x671F;&#x8D27;&#x7B80;&#x79F0;&#xFF0C;&#x76EE;&#x524D;&#x6709;71&#x4E2A;&#xFF0C;&#x53EF;&#x4EE5;&#x81EA;&#x884C;&#x6269;&#x5145;</p>
<pre><code class="lang-python"><span class="hljs-keyword">from</span> Utils <span class="hljs-keyword">import</span> futures_list
futures_list
</code></pre>
<h3 id="quarterbegin"><code>quarter_begin</code></h3>
<p>&#x6BCF;&#x5B63;&#x5EA6;&#x5F00;&#x59CB;&#x7684;&#x6708;&#x4EFD;&#x65E5;&#x671F;</p>
<pre><code class="lang-python"><span class="hljs-keyword">from</span> Utils <span class="hljs-keyword">import</span> quarter_begin
quarter_begin
</code></pre>
<h3 id="quarterend"><code>quarter_end</code></h3>
<p>&#x6BCF;&#x5B63;&#x5EA6;&#x7ED3;&#x675F;&#x7684;&#x6708;&#x4EFD;&#x65E5;&#x671F;</p>
<pre><code class="lang-python"><span class="hljs-keyword">from</span> Utils <span class="hljs-keyword">import</span> quarter_end
quarter_end
</code></pre>

                                
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